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The Resource Stochastic calculus for fractional Brownian motion and applications, Francesca Biagini [and others]

Stochastic calculus for fractional Brownian motion and applications, Francesca Biagini [and others]

Label
Stochastic calculus for fractional Brownian motion and applications
Title
Stochastic calculus for fractional Brownian motion and applications
Statement of responsibility
Francesca Biagini [and others]
Contributor
Subject
Language
eng
Summary
"Several approaches have been used to develop the concept of stochastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches." "Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices." "This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance. Aspects of the book will also be useful in other fields where fBm can be used as a model for applications."--BOOK JACKET
Member of
Cataloging source
UKM
Dewey number
519.2
Index
index present
LC call number
QA274.2
LC item number
.S75 2008
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Biagini, Francesca
Series statement
Probability and its applications
http://library.link/vocab/subjectName
  • Stochastic analysis
  • Brownian motion processes
  • Analyse stochastique
  • Mouvement brownien, Processus de
  • Brownsche Bewegung
  • Stochastische Analysis
Label
Stochastic calculus for fractional Brownian motion and applications, Francesca Biagini [and others]
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
154712218
Dimensions
25 cm
Extent
xii, 329 pages
Isbn
9781846287978
Lccn
2008920683
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)154712218
Label
Stochastic calculus for fractional Brownian motion and applications, Francesca Biagini [and others]
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
154712218
Dimensions
25 cm
Extent
xii, 329 pages
Isbn
9781846287978
Lccn
2008920683
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)154712218

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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